Multistep and Runge-Kutta convolution quadrature methods for coupled dynamical systems

Abstract

We consider the efficient numerical solution of coupled dynamical systems, consisting of a small nonlinear part and a large linear time invariant part, possibly stemming from spatial discretization of an underlying partial differential equation. The linear subsystem can be eliminated in frequency domain and for the numerical solution of the resulting integro-differential algebraic equations, we propose a a combination of Runge-Kutta or multistep time stepping methods with appropriate convolution quadrature to handle the integral terms. The resulting methods are shown to be algebraically equivalent to a Runge-Kutta or multistep solution of the coupled system and thus automatically inherit the corresponding stability and accuracy properties. After a computationally expensive pre-processing step, the online simulation can, however, be performed at essentially the same cost as solving only the small nonlinear subsystem. The proposed method is, therefore, particularly attractive, if repeated simulation of the coupled dynamical system is required.